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Office of The Comptroller: NYC Employee Retirement System (NYCERS) Holdings Data

This dataset sets forth the holdings NYC Employee Retirement System (NYCERS) (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset p3e6-t4zv 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK ST URBAN DEV CORP SAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK ST URBAN DEV CORP SAL
Security Description
2.59% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
2.59
Original Face
0
Shares Par Value
6090000.00
Base Market Value
5086550.70
Base Total Cost
6011743.5
Base Unrealized Gain Loss
-925192.8
Base Accrued Interest
46443.02
Local Market Value
5086550.7
Local Total Cost Amount
6011743.5
Local Unrealized Gain Loss
-925192.8
Local Accrued Interest
46443.02
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK ST DORM AUTH REVENUES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK ST DORM AUTH REVENUES
Security Description
4.946% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4.946
Original Face
100000
Shares Par Value
100000.00
Base Market Value
94742.00
Base Total Cost
109315
Base Unrealized Gain Loss
-14573
Base Accrued Interest
2060.83
Local Market Value
94742
Local Total Cost Amount
109315
Local Unrealized Gain Loss
-14573
Local Accrued Interest
2060.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
A1
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK ST THRUWAY AUTH 2ND G
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK ST THRUWAY AUTH 2ND G
Security Description
5.883% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.883
Original Face
15000
Shares Par Value
15000.00
Base Market Value
16844.40
Base Total Cost
18201.3
Base Unrealized Gain Loss
-1356.9
Base Accrued Interest
220.61
Local Market Value
16844.4
Local Total Cost Amount
18201.3
Local Unrealized Gain Loss
-1356.9
Local Accrued Interest
220.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
4.1% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
310000.00
Base Market Value
307287.50
Base Total Cost
319362.5
Base Unrealized Gain Loss
-12075
Base Accrued Interest
3177.5
Local Market Value
307287.5
Local Total Cost Amount
319362.5
Local Unrealized Gain Loss
-12075
Local Accrued Interest
3177.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
4.45% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
875000.00
Base Market Value
833446.25
Base Total Cost
897592.59
Base Unrealized Gain Loss
-64146.34
Base Accrued Interest
9734.36
Local Market Value
833446.25
Local Total Cost Amount
897592.59
Local Unrealized Gain Loss
-64146.34
Local Accrued Interest
9734.36
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.625% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
433090.00
Base Total Cost
525725
Base Unrealized Gain Loss
-92635
Base Accrued Interest
7031.23
Local Market Value
433090
Local Total Cost Amount
525725
Local Unrealized Gain Loss
-92635
Local Accrued Interest
7031.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.75% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
122250.00
Base Total Cost
154312.5
Base Unrealized Gain Loss
-32062.5
Base Accrued Interest
2156.26
Local Market Value
122250
Local Total Cost Amount
154312.5
Local Unrealized Gain Loss
-32062.5
Local Accrued Interest
2156.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
4.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
525000.00
Base Market Value
517146.00
Base Total Cost
525468.75
Base Unrealized Gain Loss
-8322.75
Base Accrued Interest
2132.8
Local Market Value
517146
Local Total Cost Amount
525468.75
Local Unrealized Gain Loss
-8322.75
Local Accrued Interest
2132.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMARK GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMARK GROUP INC
Security Description
6.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
780000.00
Base Market Value
777129.60
Base Total Cost
779487.51
Base Unrealized Gain Loss
-2357.91
Base Accrued Interest
6104.58
Local Market Value
777129.6
Local Total Cost Amount
779487.51
Local Unrealized Gain Loss
-2357.91
Local Accrued Interest
6104.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMARK GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMARK GROUP INC
Security Description
6.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1270308.00
Base Total Cost
1296434.6
Base Unrealized Gain Loss
-26126.6
Base Accrued Interest
9978.64
Local Market Value
1270308
Local Total Cost Amount
1296434.6
Local Unrealized Gain Loss
-26126.6
Local Accrued Interest
9978.64
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMARK GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMARK GROUP INC
Security Description
6.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
199264.00
Base Total Cost
197874
Base Unrealized Gain Loss
1390
Base Accrued Interest
1565.28
Local Market Value
199264
Local Total Cost Amount
197874
Local Unrealized Gain Loss
1390
Local Accrued Interest
1565.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMONT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMONT CORP
Security Description
2.8% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
436000.00
Base Market Value
385022.88
Base Total Cost
451866.04
Base Unrealized Gain Loss
-66843.16
Base Accrued Interest
3052
Local Market Value
385022.88
Local Total Cost Amount
451866.04
Local Unrealized Gain Loss
-66843.16
Local Accrued Interest
3052
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMONT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMONT CORP
Security Description
2.25% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
2560000.00
Base Market Value
2124953.60
Base Total Cost
2584166.4
Base Unrealized Gain Loss
-459212.8
Base Accrued Interest
14400
Local Market Value
2124953.6
Local Total Cost Amount
2584166.4
Local Unrealized Gain Loss
-459212.8
Local Accrued Interest
14400
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWMONT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMONT CORP
Security Description
2.25% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
363000.00
Base Market Value
301311.78
Base Total Cost
356021.04
Base Unrealized Gain Loss
-54709.26
Base Accrued Interest
2041.88
Local Market Value
301311.78
Local Total Cost Amount
356021.04
Local Unrealized Gain Loss
-54709.26
Local Accrued Interest
2041.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWS CORP
Security Description
3.875% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1165684.50
Base Total Cost
1348740
Base Unrealized Gain Loss
-183055.5
Base Accrued Interest
6684.37
Local Market Value
1165684.5
Local Total Cost Amount
1348740
Local Unrealized Gain Loss
-183055.5
Local Accrued Interest
6684.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWS CORP
Security Description
3.875% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
550000.00
Base Market Value
474908.50
Base Total Cost
550000
Base Unrealized Gain Loss
-75091.5
Base Accrued Interest
2723.26
Local Market Value
474908.5
Local Total Cost Amount
550000
Local Unrealized Gain Loss
-75091.5
Local Accrued Interest
2723.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWS CORP
Security Description
5.125% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
605000.00
Base Market Value
535727.50
Base Total Cost
595312.5
Base Unrealized Gain Loss
-59585
Base Accrued Interest
12057.99
Local Market Value
535727.5
Local Total Cost Amount
595312.5
Local Unrealized Gain Loss
-59585
Local Accrued Interest
12057.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWS CORP
Security Description
5.125% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
275000.00
Base Market Value
243512.50
Base Total Cost
275000
Base Unrealized Gain Loss
-31487.5
Base Accrued Interest
5480.9
Local Market Value
243512.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-31487.5
Local Accrued Interest
5480.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXSTAR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR MEDIA INC
Security Description
4.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
840000.00
Base Market Value
720300.00
Base Total Cost
840000
Base Unrealized Gain Loss
-119700
Base Accrued Interest
6650
Local Market Value
720300
Local Total Cost Amount
840000
Local Unrealized Gain Loss
-119700
Local Accrued Interest
6650
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXSTAR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR MEDIA INC
Security Description
4.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
278687.50
Base Total Cost
325000
Base Unrealized Gain Loss
-46312.5
Base Accrued Interest
2572.92
Local Market Value
278687.5
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-46312.5
Local Accrued Interest
2572.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
3.55% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1037837.25
Base Total Cost
1193196.25
Base Unrealized Gain Loss
-155359
Base Accrued Interest
6360.42
Local Market Value
1037837.25
Local Total Cost Amount
1193196.25
Local Unrealized Gain Loss
-155359
Local Accrued Interest
6360.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
0.65% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
0.65
Original Face
0
Shares Par Value
8085000.00
Base Market Value
7946180.55
Base Total Cost
8088600.1
Base Unrealized Gain Loss
-142419.55
Base Accrued Interest
17517.5
Local Market Value
7946180.55
Local Total Cost Amount
8088600.1
Local Unrealized Gain Loss
-142419.55
Local Accrued Interest
17517.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
1.9% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
3640000.00
Base Market Value
3165052.80
Base Total Cost
3641890.25
Base Unrealized Gain Loss
-476837.45
Base Accrued Interest
3073.78
Local Market Value
3165052.8
Local Total Cost Amount
3641890.25
Local Unrealized Gain Loss
-476837.45
Local Accrued Interest
3073.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
1.9% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1565136.00
Base Total Cost
1799568
Base Unrealized Gain Loss
-234432
Base Accrued Interest
1520
Local Market Value
1565136
Local Total Cost Amount
1799568
Local Unrealized Gain Loss
-234432
Local Accrued Interest
1520
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
1.875% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
2441000.00
Base Market Value
2201586.72
Base Total Cost
2442265.82
Base Unrealized Gain Loss
-240679.1
Base Accrued Interest
25172.83
Local Market Value
2201586.72
Local Total Cost Amount
2442265.82
Local Unrealized Gain Loss
-240679.1
Local Accrued Interest
25172.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
2.44% 15 Jan 2032
Maturity Date
2032-01-15T00:00:00.000
Interest Rate
2.44
Original Face
0
Shares Par Value
210000.00
Base Market Value
174898.50
Base Total Cost
209941.2
Base Unrealized Gain Loss
-35042.7
Base Accrued Interest
2818.2
Local Market Value
174898.5
Local Total Cost Amount
209941.2
Local Unrealized Gain Loss
-35042.7
Local Accrued Interest
2818.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
3% 15 Jan 2052
Maturity Date
2052-01-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
16590000.00
Base Market Value
11855711.70
Base Total Cost
16588954.15
Base Unrealized Gain Loss
-4733242.45
Base Accrued Interest
273735
Local Market Value
11855711.7
Local Total Cost Amount
16588954.15
Local Unrealized Gain Loss
-4733242.45
Local Accrued Interest
273735
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
2.94% 21 Mar 2024
Maturity Date
2024-03-21T00:00:00.000
Interest Rate
2.94
Original Face
0
Shares Par Value
973000.00
Base Market Value
958074.18
Base Total Cost
972941.62
Base Unrealized Gain Loss
-14867.44
Base Accrued Interest
7946.17
Local Market Value
958074.18
Local Total Cost Amount
972941.62
Local Unrealized Gain Loss
-14867.44
Local Accrued Interest
7946.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
4.45% 20 Jun 2025
Maturity Date
2025-06-20T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
927000.00
Base Market Value
933414.84
Base Total Cost
926768.25
Base Unrealized Gain Loss
6646.59
Base Accrued Interest
916.7
Local Market Value
933414.84
Local Total Cost Amount
926768.25
Local Unrealized Gain Loss
6646.59
Local Accrued Interest
916.7
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
5% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
4135000.00
Base Market Value
4236307.50
Base Total Cost
4131898.75
Base Unrealized Gain Loss
104408.75
Base Accrued Interest
4594.44
Local Market Value
4236307.5
Local Total Cost Amount
4131898.75
Local Unrealized Gain Loss
104408.75
Local Accrued Interest
4594.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
5% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
851000.00
Base Market Value
871849.50
Base Total Cost
852627.21
Base Unrealized Gain Loss
19222.29
Base Accrued Interest
945.55
Local Market Value
871849.5
Local Total Cost Amount
852627.21
Local Unrealized Gain Loss
19222.29
Local Accrued Interest
945.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
5% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2375000.00
Base Market Value
2433187.50
Base Total Cost
2373218.75
Base Unrealized Gain Loss
59968.75
Base Accrued Interest
2638.89
Local Market Value
2433187.5
Local Total Cost Amount
2373218.75
Local Unrealized Gain Loss
59968.75
Local Accrued Interest
2638.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY PARTNERS
Security Description
0.01% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
10789000.00
Base Market Value
11150431.50
Base Total Cost
11031184.59
Base Unrealized Gain Loss
119246.91
Base Accrued Interest
0
Local Market Value
11150431.5
Local Total Cost Amount
11031184.59
Local Unrealized Gain Loss
119246.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.5% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1520000.00
Base Market Value
1407960.80
Base Total Cost
1533150
Base Unrealized Gain Loss
-125189.2
Base Accrued Interest
20140
Local Market Value
1407960.8
Local Total Cost Amount
1533150
Local Unrealized Gain Loss
-125189.2
Local Accrued Interest
20140
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.5% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
700000.00
Base Market Value
648403.00
Base Total Cost
741807.02
Base Unrealized Gain Loss
-93404.02
Base Accrued Interest
9275
Local Market Value
648403
Local Total Cost Amount
741807.02
Local Unrealized Gain Loss
-93404.02
Local Accrued Interest
9275
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.5% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1298000.00
Base Market Value
1202324.42
Base Total Cost
1299516.3
Base Unrealized Gain Loss
-97191.88
Base Accrued Interest
17198.5
Local Market Value
1202324.42
Local Total Cost Amount
1299516.3
Local Unrealized Gain Loss
-97191.88
Local Accrued Interest
17198.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.25% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
39000.00
Base Market Value
37147.50
Base Total Cost
38217.98
Base Unrealized Gain Loss
-1070.48
Base Accrued Interest
488.04
Local Market Value
37147.5
Local Total Cost Amount
38217.98
Local Unrealized Gain Loss
-1070.48
Local Accrued Interest
488.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.25% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
5000.00
Base Market Value
4762.50
Base Total Cost
4650
Base Unrealized Gain Loss
112.5
Base Accrued Interest
62.57
Local Market Value
4762.5
Local Total Cost Amount
4650
Local Unrealized Gain Loss
112.5
Local Accrued Interest
62.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.25% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
24500.00
Base Market Value
23336.25
Base Total Cost
25847.5
Base Unrealized Gain Loss
-2511.25
Base Accrued Interest
306.59
Local Market Value
23336.25
Local Total Cost Amount
25847.5
Local Unrealized Gain Loss
-2511.25
Local Accrued Interest
306.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
3.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
360000.00
Base Market Value
329400.00
Base Total Cost
360525
Base Unrealized Gain Loss
-31125
Base Accrued Interest
2945
Local Market Value
329400
Local Total Cost Amount
360525
Local Unrealized Gain Loss
-31125
Local Accrued Interest
2945
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
3.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
475000.00
Base Market Value
434625.00
Base Total Cost
475000
Base Unrealized Gain Loss
-40375
Base Accrued Interest
3885.76
Local Market Value
434625
Local Total Cost Amount
475000
Local Unrealized Gain Loss
-40375
Local Accrued Interest
3885.76
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1885000.00
Base Market Value
1555200.40
Base Total Cost
1967050
Base Unrealized Gain Loss
-411849.6
Base Accrued Interest
48957.63
Local Market Value
1555200.4
Local Total Cost Amount
1967050
Local Unrealized Gain Loss
-411849.6
Local Accrued Interest
48957.63
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1367000.00
Base Market Value
1127829.68
Base Total Cost
1376720.65
Base Unrealized Gain Loss
-248890.97
Base Accrued Interest
35504.01
Local Market Value
1127829.68
Local Total Cost Amount
1376720.65
Local Unrealized Gain Loss
-248890.97
Local Accrued Interest
35504.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
675000.00
Base Market Value
556902.00
Base Total Cost
679812.5
Base Unrealized Gain Loss
-122910.5
Base Accrued Interest
17531.23
Local Market Value
556902
Local Total Cost Amount
679812.5
Local Unrealized Gain Loss
-122910.5
Local Accrued Interest
17531.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
4.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1145000.00
Base Market Value
980658.15
Base Total Cost
1155275
Base Unrealized Gain Loss
-174616.85
Base Accrued Interest
21087.08
Local Market Value
980658.15
Local Total Cost Amount
1155275
Local Unrealized Gain Loss
-174616.85
Local Accrued Interest
21087.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
4.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
318000.00
Base Market Value
272357.46
Base Total Cost
294751.26
Base Unrealized Gain Loss
-22393.8
Base Accrued Interest
5856.49
Local Market Value
272357.46
Local Total Cost Amount
294751.26
Local Unrealized Gain Loss
-22393.8
Local Accrued Interest
5856.49
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
4.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
125000.00
Base Market Value
107058.75
Base Total Cost
125750
Base Unrealized Gain Loss
-18691.25
Base Accrued Interest
2302.08
Local Market Value
107058.75
Local Total Cost Amount
125750
Local Unrealized Gain Loss
-18691.25
Local Accrued Interest
2302.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
4.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1137000.00
Base Market Value
973806.39
Base Total Cost
1145035.52
Base Unrealized Gain Loss
-171229.13
Base Accrued Interest
20939.73
Local Market Value
973806.39
Local Total Cost Amount
1145035.52
Local Unrealized Gain Loss
-171229.13
Local Accrued Interest
20939.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXSTAR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR MEDIA INC
Security Description
5.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2255000.00
Base Market Value
2057687.50
Base Total Cost
2324421.37
Base Unrealized Gain Loss
-266733.87
Base Accrued Interest
58489.1
Local Market Value
2057687.5
Local Total Cost Amount
2324421.37
Local Unrealized Gain Loss
-266733.87
Local Accrued Interest
58489.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXSTAR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR MEDIA INC
Security Description
5.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
410625.00
Base Total Cost
475875
Base Unrealized Gain Loss
-65250
Base Accrued Interest
11671.88
Local Market Value
410625
Local Total Cost Amount
475875
Local Unrealized Gain Loss
-65250
Local Accrued Interest
11671.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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